Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.11422067039106 | Range | 4.2 | Trim Var. | 0.815128881987578 |
V(Y[t],d=1,D=0) | 0.094100182035026 | Range | 2.2 | Trim Var. | 0.0443675314465409 |
V(Y[t],d=2,D=0) | 0.111242620453247 | Range | 2.2 | Trim Var. | 0.0580310534591195 |
V(Y[t],d=3,D=0) | 0.222267591165896 | Range | 3.1 | Trim Var. | 0.0917411034153332 |
V(Y[t],d=0,D=1) | 0.597479327060165 | Range | 3.4 | Trim Var. | 0.375164157446037 |
V(Y[t],d=1,D=1) | 0.0730546136642378 | Range | 1.6 | Trim Var. | 0.0326310538726646 |
V(Y[t],d=2,D=1) | 0.0712712668857248 | Range | 1.50000000000000 | Trim Var. | 0.0350798299480397 |
V(Y[t],d=3,D=1) | 0.127311160384331 | Range | 2.00000000000000 | Trim Var. | 0.0662995061038115 |
V(Y[t],d=0,D=2) | 0.996100496277916 | Range | 4.6 | Trim Var. | 0.642505138746146 |
V(Y[t],d=1,D=2) | 0.189654796816087 | Range | 2.6 | Trim Var. | 0.0914566804189145 |
V(Y[t],d=2,D=2) | 0.187043544690604 | Range | 2.3 | Trim Var. | 0.104231460911880 |
V(Y[t],d=3,D=2) | 0.337747678018576 | Range | 3.2 | Trim Var. | 0.191903177329326 |